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Subsampling for heteroskedastic time series
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 81 (1997) 2, pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
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Resurrecting weighted least squares
Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 197 (2017) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011818334
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Subsampling inference in threshold autoregressive models
Gonzalo, Jesús; Wolf, Michael - In: Journal of econometrics 127 (2005) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10002905098
Cover Image
Subsampling for heteroskedastic time series
Politis, D.N.; Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 81 (1997) 2, pp. 281-318
Persistent link: https://www.econbiz.de/10006791190
Cover Image
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús; Wolf, Michael - In: Journal of econometrics 127 (2005) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10007781566